VARGIOLU, TIZIANO
VARGIOLU, TIZIANO
Dipartimento di Matematica "Tullio Levi-Civita" - DM
Calibration of a multifactor model for the forward markets of several commodities.
2013 E., Edoli; D., Tasinato; Vargiolu, Tiziano
Capturing the power options smile by an additive two-factor model for overlapping futures prices
2021 Piccirilli, M.; Schmeck, M. D.; Vargiolu, T.
Efficient representation of supply and demand curves on day-ahead electricity markets
2021 Soloviova, Mariia; Vargiolu, Tiziano
Explicit solutions for shortfall risk minimization in multinomial models
2002 Scagnellato, C.; Vargiolu, Tiziano
Invariant measures for the Musiela equation with deterministic diffusion term
1999 Vargiolu, Tiziano
Investing in electricity production under a reliability options scheme
2021 Fontini, Fulvio; Vargiolu, Tiziano; Zormpas, Dimitrios
Mean-reverting additive energy forward curves in a Heath–Jarrow–Morton framework
2019 Benth, Fred Espen; Piccirilli, Marco; Vargiolu, Tiziano
Mean-reverting no-arbitrage additive models for forward curves in energy markets
2019 Latini, Luca; Piccirilli, Marco; Vargiolu, Tiziano
Modeling and valuing make-up clauses in gas swing contracts
2013 Enrico, Edoli; Stefano, Fiorenzani; Samuele, Ravelli; Vargiolu, Tiziano
Modeling and valuing make-up clauses in gas swing contracts.
2012 Enrico, Edoli; Stefano, Fiorenzani; Samuele, Ravelli; Vargiolu, Tiziano
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications
2020 René, Aïd; Basei, Matteo; Callegaro, Giorgia; Campi, Luciano; Vargiolu, Tiziano
On the singular control of exchange rates
2020 Ferrari, G.; Vargiolu, T.
On the singular control of exchange rates
2020 Ferrari, G.; Vargiolu, T.
Optimal Cross-Border Electricity Trading
2022 Cartea, Álvaro; Flora, Maria; Vargiolu, Tiziano; Slavov, Georgi
Optimal default boundary in discrete time models
2002 Altieri, A.; Vargiolu, Tiziano
Optimal exercise of swing contracts in energy markets: an integral constrained optimal control problem
2014 Basei, Matteo; Cesaroni, Annalisa; Vargiolu, Tiziano
Optimal installation of renewable electricity sources: the case of Italy
2021 Awerkin, A.; Vargiolu, T.
Optimal installation of solar panels with price impact: A solvable singular stochastic control problem
2021 Koch, T.; Vargiolu, T.
Optimal intraday power trading with a Gaussian additive process
2017 Edoli, Enrico; Gallana, Marco; Vargiolu, Tiziano
Optimal management of pumped hydroelectric production with state constrained optimal control
2021 Picarelli, Athena; Vargiolu, Tiziano